PortfoliosLab logoPortfoliosLab logo
CPTNX vs. KORP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPTNX vs. KORP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Government Bond Fund (CPTNX) and American Century Diversified Corporate Bond ETF (KORP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CPTNX vs. KORP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CPTNX
American Century Government Bond Fund
-0.43%7.26%0.32%3.51%-13.10%-1.24%6.71%6.16%1.12%
KORP
American Century Diversified Corporate Bond ETF
-0.52%8.14%3.82%7.40%-10.04%-0.55%6.99%10.08%-1.20%

Returns By Period

In the year-to-date period, CPTNX achieves a -0.43% return, which is significantly higher than KORP's -0.52% return.


CPTNX

1D
0.54%
1M
-2.29%
YTD
-0.43%
6M
0.79%
1Y
3.89%
3Y*
2.51%
5Y*
-0.51%
10Y*
0.87%

KORP

1D
0.56%
1M
-2.22%
YTD
-0.52%
6M
0.46%
1Y
4.87%
3Y*
5.21%
5Y*
1.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CPTNX vs. KORP - Expense Ratio Comparison

CPTNX has a 0.47% expense ratio, which is higher than KORP's 0.29% expense ratio.


Return for Risk

CPTNX vs. KORP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CPTNX
CPTNX Risk / Return Rank: 5050
Overall Rank
CPTNX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CPTNX Sortino Ratio Rank: 4848
Sortino Ratio Rank
CPTNX Omega Ratio Rank: 3333
Omega Ratio Rank
CPTNX Calmar Ratio Rank: 7272
Calmar Ratio Rank
CPTNX Martin Ratio Rank: 4646
Martin Ratio Rank

KORP
KORP Risk / Return Rank: 5252
Overall Rank
KORP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
KORP Sortino Ratio Rank: 4747
Sortino Ratio Rank
KORP Omega Ratio Rank: 4545
Omega Ratio Rank
KORP Calmar Ratio Rank: 6363
Calmar Ratio Rank
KORP Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CPTNX vs. KORP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Government Bond Fund (CPTNX) and American Century Diversified Corporate Bond ETF (KORP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CPTNXKORPDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.91

+0.04

Sortino ratio

Return per unit of downside risk

1.37

1.27

+0.10

Omega ratio

Gain probability vs. loss probability

1.17

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.67

1.58

+0.09

Martin ratio

Return relative to average drawdown

4.60

5.07

-0.47

CPTNX vs. KORP - Sharpe Ratio Comparison

The current CPTNX Sharpe Ratio is 0.95, which is comparable to the KORP Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CPTNX and KORP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CPTNXKORPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.91

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.34

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.56

+0.59

Correlation

The correlation between CPTNX and KORP is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CPTNX vs. KORP - Dividend Comparison

CPTNX's dividend yield for the trailing twelve months is around 3.73%, less than KORP's 5.09% yield.


TTM20252024202320222021202020192018201720162015
CPTNX
American Century Government Bond Fund
3.73%4.07%4.22%3.72%1.84%2.10%2.09%2.48%2.49%2.14%2.28%1.69%
KORP
American Century Diversified Corporate Bond ETF
5.09%4.98%5.08%4.42%2.89%1.86%3.22%3.20%2.97%0.00%0.00%0.00%

Drawdowns

CPTNX vs. KORP - Drawdown Comparison

The maximum CPTNX drawdown since its inception was -19.73%, which is greater than KORP's maximum drawdown of -14.90%. Use the drawdown chart below to compare losses from any high point for CPTNX and KORP.


Loading graphics...

Drawdown Indicators


CPTNXKORPDifference

Max Drawdown

Largest peak-to-trough decline

-19.73%

-14.90%

-4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-3.22%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-19.15%

-14.90%

-4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-19.73%

Current Drawdown

Current decline from peak

-5.51%

-2.26%

-3.25%

Average Drawdown

Average peak-to-trough decline

-2.28%

-3.27%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

1.01%

+0.06%

Volatility

CPTNX vs. KORP - Volatility Comparison

The current volatility for American Century Government Bond Fund (CPTNX) is 1.62%, while American Century Diversified Corporate Bond ETF (KORP) has a volatility of 2.22%. This indicates that CPTNX experiences smaller price fluctuations and is considered to be less risky than KORP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CPTNXKORPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

2.22%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

3.05%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

5.40%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.24%

5.31%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

4.93%

+0.03%